Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47381.34 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45983.35 Kr¶

PnL: ---------------------------------------> -905.22 Kr¶

DD now: ---------------------------------> -2.567 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:50:04.764982'

Anic Portfolio¶

Today¶

Return: 0.151 %¶

This Week¶

Return: -1.109 %¶

Total¶

Return: 55.114 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 0.630000 2789.500000 153.500000 5.820000 2636.000010
HMS Networks 2 -1.320000 780.400000 107.400000 15.960000 673.000000
Nordea Bank Abp 29 0.750000 3509.580000 55.580000 1.610000 3453.999992
SAAB B 8 -0.720000 3418.400000 41.400000 1.230000 3377.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.100000 394.100000 39.100000 11.010000 355.000000
Corem Property Group B 59 1.080000 605.340000 28.340000 4.910000 576.999999
Resurs Holding 22 0.850000 598.840000 24.840000 4.330000 573.999998
Intrum 4 1.250000 551.600000 24.600000 4.670000 527.000000
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.790000 508.000000 17.000000 3.460000 491.000000
Swedbank A 3 0.810000 580.500000 16.500000 2.930000 564.000000
AcadeMedia 12 -1.330000 570.960000 13.960000 2.510000 557.000004
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 1.120000 582.600000 12.600000 2.210000 570.000000
Boozt 12 -0.430000 1664.400000 10.400000 0.630000 1653.999996
Creaspac SPAC 6 0.410000 583.200000 6.200000 1.070000 577.000002
Norva24 Group 16 -0.870000 549.120000 6.120000 1.130000 543.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.650000 250.800000 4.800000 1.950000 246.000000
Coor Service Management Hold. 8 -0.220000 534.400000 2.400000 0.450000 532.000000
Handelsbanken A 5 0.560000 543.000000 -3.000000 -0.550000 546.000000
Midsona B 63 0.550000 571.410000 -11.590000 -1.990000 582.999984
Essity B 2 0.360000 551.200000 -22.800000 -3.970000 574.000000
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 2.810000 567.500000 -27.070000 -4.550000 594.565215
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.470000 3776.500000 -73.500000 -1.910000 3850.000000
Fasadgruppen Group 35 1.160000 3654.000000 -157.000000 -4.120000 3810.999990
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
OX2 18 -0.250000 1414.800000 -249.200000 -14.980000 1663.999992
Axfood 13 0.370000 3481.400000 -274.600000 -7.310000 3756.000001
Ovzon 52 -1.120000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 45983.350000 -905.220000 -2.56745% 46888.564618

Updated:¶

'2023-01-27 09:50:18.280067'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶